Proxy Server 2.0 (Exam 70-88)

Although this is an exam that was written with NT 4.0 in mind, it has not been retired, and can still count as an elective in the Windows 2000 MCSE track.

Of course, you'll want to check out Dave's Study Notes!

For the official "scoop," check out Microsoft's Preparation Guide.

The folks at Cramsession have put together a very good Proxy Server 2.0 Study Guide.  You'll have to log in, though.